50% VT 50% Cash

Portfolio Specification

Assets

VANGUARD TOTAL WORLD STOCK INDEX FUND ETF SHARES (VT) 50.00%
SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) 50.00%

Policy

Rebalancing Interval Annually
Weights Algorithm Constant Weights

Benchmark

SPDR S&P 500 ETF Trust (SPY)

Anyone who has a link can see this portfolio.

Policy Report

Backtest Report

From to (4m 18d)

Returns

Portfolio 5.78%
Benchmark 9.80%

Risk (annualized)

Portfolio 5.57%
Benchmark 11.23%

Sharpe (annualized)

Portfolio 1.95
Benchmark 1.87

Excess Return

-4.02%

Tracking Error (annualized)

5.91%

Information Ratio

-1.98
Statistic Portfolio Benchmark
Downside Volatility 6.36% 12.27%
Sortino Ratio 1.71 1.71
Calmar Ratio 4.43 4.13
Ulcer Index 15.82 15.74
Max Drawdown 2.45% 5.07%
VaR (99% Confidence) $-1,289 $-2,598
VaR (99.9% Confidence) $-1,713 $-3,451
Beta to Benchmark 0.48 N/A

Value at Risk (VaR) is calculated off a $10,000 portfolio value.

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

1.82

Skew

-0.70
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Market Factor 0.4962 1.0004 -0.5042
Size Factor 0.0141 -0.0500 0.0642
Style Factor 0.0103 0.0118 -0.0015
U.S. Tilt (Non U.S.) -0.0011 0.3524 -0.3535

Adjusted R2

Portfolio 0.99
Benchmark 1.00

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution